Currency lookback options and observation frequency: A binomial approach

B-Tier

Journal: Journal of International Money and Finance

Year: 1997

Volume: 16

Issue: 2

Pages: 173-187

Authors (2)

Cheuk, Terry H. F. (not in RePEc) Vorst, Ton C. F. (Vrije Universiteit Amsterdam)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count